Dear, Are you now clear with rolling correlation?
It's time for you to help me.
Are you wiling?
Thanks in advance
Raqia
Search found 4 matches
- Sun Dec 24, 2017 10:44 pm
- Forum: Econometric Discussions
- Topic: rolling correlation
- Replies: 16
- Views: 37880
- Wed Dec 20, 2017 3:55 am
- Forum: Econometric Discussions
- Topic: DCC Correlation
- Replies: 0
- Views: 2426
DCC Correlation
I am working on correlations between stock and bond markets . For instance, I want to determine first correlation between bonds and stocks and then using that correlation as dependent variable. I want to look possible factors explaining that correlation. However i have no idea how to extract correla...
- Wed Dec 20, 2017 3:52 am
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 81
- Views: 192442
Re: Dynamic conditional correlation multivariate GARCH
I am working on correlations between stock and bond markets . For instance, I want to determine first correlation between bonds and stocks and then using that correlation as dependent variable. I want to look possible factors explaining that correlation. However i have no idea how to extract correla...
- Tue Dec 12, 2017 11:07 pm
- Forum: Econometric Discussions
- Topic: Rolling Correlation Window
- Replies: 0
- Views: 2156
Rolling Correlation Window
I am working on correlations between stock and bond markets . For instance, I want to determine first correlation between bonds and stocks and then using that correlation as dependent variable. I want to look possible factors explaining that correlation. However i have no idea how to extract correla...